So, the typical path for getting collision is to assign a ShapeComponent (Box, Sphere, or Capsule) to the pawn and to use the collision from that. As far as I know, you can use multiple ShapeComponents on the same pawn. If you built your collision out of a series of these shapes, you could probably build your MovementComponent so that it moves them appropriately? (Following the bone, in your case)
If boxes, spheres, and capsules aren’t good enough, you could look into UShapeComponent and building your own n vertice shapes. I haven’t touched it before though, so I don’t know how extensible it is.